AVNT Options History — May 2024

In May 2024, AVNT traded between $43.20 and $46.59. ATM implied volatility averaged 35.1%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 9.8% (HV 20d: 25.3%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.23.

Notable Days

  • 2024-05-07: Highest Volume — 67 contracts
  • 2024-05-29: Largest IV spike — 106.1% change
  • 2024-05-31: Highest IV Rank — 56.8%
  • 2024-05-31: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.95$43.20$46.59$43.20$44.66
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV35.1%23.8%56.2%45.7%56.2%
Expected Move9.3%6.0%16.1%13.1%16.1%
HV 20d25.3%22.7%28.1%22.9%26.7%
HV 60d26.2%24.2%31.1%29.1%25.0%
IV Rank25.9%9.4%56.8%41.4%56.8%
IV Percentile39.1%1.6%95.2%81.7%95.2%
Term Structure-2.6%-41.2%13.4%-12.3%-20.9%
VWIV34.0%15.7%62.1%56.4%37.9%
Skew 25d2.2%-26.0%21.9%-26.0%3.7%
Skew 10d8.0%-34.9%106.2%56.3%-34.9%
Call IV 25d34.7%16.2%64.1%62.7%64.1%
Put IV 25d36.9%22.3%67.8%36.8%67.8%
Bid-Ask Spread %106.8378.01126.18107.60120.46
Gamma HHI0.440.320.550.330.35
Net GEX11.0K3.1K22.8K3.9K6.7K
Net DEX-372.3K-715.0K-127.2K-127.2K-330.5K
Net VEX-770-972-547-547-958
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.001.780.000.00
Total Volume15.364067100
Total OI360.5280414280373

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$43.20$40.0045.7%13.1%22.9%41.4%56.4%-26.0%-12.3%3.9K-127.2K-5470.00107.60N/AN/A10088192
2024-05-02$43.94$40.0042.2%12.1%22.8%36.3%42.2%1.9%-8.2%5.8K-183.9K-5740.06100.31N/AN/A62498192
2024-05-03$44.17$40.0046.1%13.2%22.8%42.0%62.1%17.7%2.0%12.9K-328.6K-9720.02105.56N/AN/A431159196
2024-05-06$44.40$40.0054.5%9.6%22.7%54.3%47.3%21.9%-2.9%17.5K-443.4K-9650.13101.61N/AN/A395191196
2024-05-07$46.59$40.0030.9%7.4%28.1%19.7%27.4%-2.6%2.7%22.8K-715.0K-8870.02107.40N/AN/A661213201
2024-05-08$45.12$40.0026.5%6.0%26.6%13.3%15.7%6.2%13.4%17.3K-446.3K-8760.00100.96N/AN/A90169201
2024-05-09$45.59$40.0048.3%6.6%26.6%45.1%26.6%-1.2%9.7%14.8K-471.3K-8100.00110.06N/AN/A50169201
2024-05-10$45.61$40.0026.9%8.4%25.2%13.8%24.5%12.4%0.3%17.4K-459.3K-8090.00107.94N/AN/A10165201
2024-05-13$45.51$40.0032.1%8.6%25.1%21.5%0.0%6.5%-2.8%18.2K-459.5K-8320.0078.01N/AN/A00165201
2024-05-14$45.50$40.0031.5%7.3%25.0%20.5%0.0%3.5%6.9%19.6K-450.0K-7560.0081.76N/AN/A020165201
2024-05-15$45.56$40.0025.9%7.4%24.8%12.4%26.8%6.6%2.7%19.7K-470.1K-7050.00108.26N/AN/A60165221
2024-05-16$45.66$40.0025.7%7.4%24.8%12.1%0.0%10.6%2.1%15.2K-455.3K-6990.00109.35N/AN/A00162221
2024-05-17$46.14$40.0025.3%7.2%24.6%11.4%25.3%-3.2%-5.8%10.8K-513.7K-6451.78111.40N/AN/A916162221
2024-05-20$45.55$40.0028.6%8.2%24.7%16.3%0.0%-4.5%1.5%7.0K-339.5K-7440.00114.43N/AN/A01134213
2024-05-21$45.41$40.0026.2%7.5%24.7%12.9%26.1%9.0%5.2%6.3K-327.0K-7300.00107.82N/AN/A10134214
2024-05-22$44.69$40.0024.1%6.9%25.4%9.8%24.1%-18.4%-4.1%5.1K-282.9K-6940.00110.38N/AN/A20134214
2024-05-23$44.18$40.0036.4%10.4%25.7%27.7%37.9%9.9%5.8%4.3K-264.6K-5951.67112.89N/AN/A610133214
2024-05-24$45.16$40.0023.8%6.8%26.5%9.4%0.0%14.3%-1.7%3.9K-295.8K-6760.00101.26N/AN/A100134219
2024-05-28$44.48$40.0026.2%7.5%27.2%12.8%0.0%-11.7%-6.7%4.1K-282.8K-7880.00111.32N/AN/A10144219
2024-05-29$43.75$40.0054.0%15.5%27.2%53.6%0.0%-8.7%-41.2%5.8K-244.3K-9480.00115.23N/AN/A100144219
2024-05-30$44.07$40.0035.9%10.3%27.0%27.0%0.0%1.6%-3.8%3.1K-299.9K-7220.00126.18N/AN/A00154219
2024-05-31$44.66$40.0056.2%16.1%26.7%56.8%0.0%3.7%-20.9%6.7K-330.5K-9580.00120.46N/AN/A00154219